Sayer, T.T.SayerOkur, Y.Y.OkurYilmaz, B.B.YilmazInkaya, B.B.Inkaya2022-03-052022-03-052016https://publica.fraunhofer.de/handle/publica/24671810.2139/ssrn.2877709We employ Malliavin calculus techniques to compute the Delta of European type options in the presence of stochastic volatility. We obtain a general formula for the Malliavin weight and apply the derived formula to the well known models of Stein-Stein and Heston in order to show the numerical accuracy and efficiency of our approach.enGreeksMalliavin calculusstochastic volatilitypaper